public static FloatingLegCalculation Create(FloatingRateIndex floatingRateIndex, Period tenor, AveragingMethodEnum averagingMethod,
decimal conversionFactor, Rounding rounding, CommodityPricingDates pricingDates, CommodityFx fx, object[] commoditySpreadArray)
{
var floatingRateCalculation = new FloatingLegCalculation
{
averagingMethod = averagingMethod,
averagingMethodSpecified = true,
conversionFactor = conversionFactor,
conversionFactorSpecified = true,
rounding = rounding,
pricingDates = pricingDates,
fx = fx,
Items = commoditySpreadArray
};
return(floatingRateCalculation);
}
public FloatingLegCalculation(XmlNode xmlNode)
{
XmlNodeList pricingDatesNodeList = xmlNode.SelectNodes("pricingDates");
if (pricingDatesNodeList.Count > 1 )
{
throw new Exception();
}
foreach (XmlNode item in pricingDatesNodeList)
{
if (item.Attributes["href"] != null || item.Attributes["id"] == null)
{
if (item.Attributes["id"] != null)
{
pricingDatesIDRef = item.Attributes["id"].Name;
CommodityPricingDates ob = CommodityPricingDates();
IDManager.SetID(pricingDatesIDRef, ob);
}
else if (item.Attributes.ToString() == "href")
{
pricingDatesIDRef = item.Attributes["href"].Name;
}
else
{
pricingDates = new CommodityPricingDates(item);
}
}
}
XmlNodeList averagingMethodNodeList = xmlNode.SelectNodes("averagingMethod");
if (averagingMethodNodeList.Count > 1 )
{
throw new Exception();
}
foreach (XmlNode item in averagingMethodNodeList)
{
if (item.Attributes["href"] != null || item.Attributes["id"] == null)
{
if (item.Attributes["id"] != null)
{
averagingMethodIDRef = item.Attributes["id"].Name;
AveragingMethodEnum ob = AveragingMethodEnum();
IDManager.SetID(averagingMethodIDRef, ob);
}
else if (item.Attributes.ToString() == "href")
{
averagingMethodIDRef = item.Attributes["href"].Name;
}
else
{
averagingMethod = new AveragingMethodEnum(item);
}
}
}
XmlNodeList conversionFactorNodeList = xmlNode.SelectNodes("conversionFactor");
if (conversionFactorNodeList.Count > 1 )
{
throw new Exception();
}
foreach (XmlNode item in conversionFactorNodeList)
{
if (item.Attributes["href"] != null || item.Attributes["id"] == null)
{
if (item.Attributes["id"] != null)
{
conversionFactorIDRef = item.Attributes["id"].Name;
XsdTypeDecimal ob = XsdTypeDecimal();
IDManager.SetID(conversionFactorIDRef, ob);
}
else if (item.Attributes.ToString() == "href")
{
conversionFactorIDRef = item.Attributes["href"].Name;
}
else
{
conversionFactor = new XsdTypeDecimal(item);
}
}
}
XmlNodeList roundingNodeList = xmlNode.SelectNodes("rounding");
if (roundingNodeList.Count > 1 )
{
throw new Exception();
}
foreach (XmlNode item in roundingNodeList)
{
if (item.Attributes["href"] != null || item.Attributes["id"] == null)
{
if (item.Attributes["id"] != null)
{
roundingIDRef = item.Attributes["id"].Name;
Rounding ob = Rounding();
IDManager.SetID(roundingIDRef, ob);
}
else if (item.Attributes.ToString() == "href")
{
roundingIDRef = item.Attributes["href"].Name;
}
else
{
rounding = new Rounding(item);
}
}
}
XmlNodeList spreadNodeList = xmlNode.SelectNodes("spread");
if (spreadNodeList.Count > 1 )
{
throw new Exception();
}
foreach (XmlNode item in spreadNodeList)
{
if (item.Attributes["href"] != null || item.Attributes["id"] == null)
{
if (item.Attributes["id"] != null)
{
spreadIDRef = item.Attributes["id"].Name;
CommoditySpread ob = CommoditySpread();
IDManager.SetID(spreadIDRef, ob);
}
else if (item.Attributes.ToString() == "href")
{
spreadIDRef = item.Attributes["href"].Name;
}
else
{
spread = new CommoditySpread(item);
}
}
}
XmlNodeList spreadScheduleNodeList = xmlNode.SelectNodes("spreadSchedule");
foreach (XmlNode item in spreadScheduleNodeList)
{
if (item.Attributes["href"] != null || item.Attributes["id"] == null)
{
if (item.Attributes["id"] != null)
{
spreadScheduleIDRef = item.Attributes["id"].Name;
List<CommoditySpreadSchedule> ob = new List<CommoditySpreadSchedule>();
ob.Add(new CommoditySpreadSchedule(item));
IDManager.SetID(spreadScheduleIDRef, ob);
}
else if (item.Attributes.ToString() == "href")
{
spreadScheduleIDRef = item.Attributes["href"].Name;
}
else
{
spreadSchedule.Add(new CommoditySpreadSchedule(item));
}
}
}
XmlNodeList spreadPercentageNodeList = xmlNode.SelectNodes("spreadPercentage");
if (spreadPercentageNodeList.Count > 1 )
{
throw new Exception();
}
foreach (XmlNode item in spreadPercentageNodeList)
{
if (item.Attributes["href"] != null || item.Attributes["id"] == null)
{
if (item.Attributes["id"] != null)
{
spreadPercentageIDRef = item.Attributes["id"].Name;
XsdTypeDecimal ob = XsdTypeDecimal();
IDManager.SetID(spreadPercentageIDRef, ob);
}
else if (item.Attributes.ToString() == "href")
{
spreadPercentageIDRef = item.Attributes["href"].Name;
}
else
{
spreadPercentage = new XsdTypeDecimal(item);
}
}
}
XmlNodeList fxNodeList = xmlNode.SelectNodes("fx");
if (fxNodeList.Count > 1 )
{
throw new Exception();
}
foreach (XmlNode item in fxNodeList)
{
if (item.Attributes["href"] != null || item.Attributes["id"] == null)
{
if (item.Attributes["id"] != null)
{
fxIDRef = item.Attributes["id"].Name;
CommodityFx ob = CommodityFx();
IDManager.SetID(fxIDRef, ob);
}
else if (item.Attributes.ToString() == "href")
{
fxIDRef = item.Attributes["href"].Name;
}
else
{
fx = new CommodityFx(item);
}
}
}
}
public CommodityOption(XmlNode xmlNode)
: base(xmlNode)
{
XmlNodeList buyerPartyReferenceNodeList = xmlNode.SelectNodes("buyerPartyReference");
if (buyerPartyReferenceNodeList.Count > 1 )
{
throw new Exception();
}
foreach (XmlNode item in buyerPartyReferenceNodeList)
{
if (item.Attributes["href"] != null || item.Attributes["id"] == null)
{
if (item.Attributes["id"] != null)
{
buyerPartyReferenceIDRef = item.Attributes["id"].Name;
PartyReference ob = PartyReference();
IDManager.SetID(buyerPartyReferenceIDRef, ob);
}
else if (item.Attributes.ToString() == "href")
{
buyerPartyReferenceIDRef = item.Attributes["href"].Name;
}
else
{
buyerPartyReference = new PartyReference(item);
}
}
}
XmlNodeList buyerAccountReferenceNodeList = xmlNode.SelectNodes("buyerAccountReference");
if (buyerAccountReferenceNodeList.Count > 1 )
{
throw new Exception();
}
foreach (XmlNode item in buyerAccountReferenceNodeList)
{
if (item.Attributes["href"] != null || item.Attributes["id"] == null)
{
if (item.Attributes["id"] != null)
{
buyerAccountReferenceIDRef = item.Attributes["id"].Name;
AccountReference ob = AccountReference();
IDManager.SetID(buyerAccountReferenceIDRef, ob);
}
else if (item.Attributes.ToString() == "href")
{
buyerAccountReferenceIDRef = item.Attributes["href"].Name;
}
else
{
buyerAccountReference = new AccountReference(item);
}
}
}
XmlNodeList sellerPartyReferenceNodeList = xmlNode.SelectNodes("sellerPartyReference");
if (sellerPartyReferenceNodeList.Count > 1 )
{
throw new Exception();
}
foreach (XmlNode item in sellerPartyReferenceNodeList)
{
if (item.Attributes["href"] != null || item.Attributes["id"] == null)
{
if (item.Attributes["id"] != null)
{
sellerPartyReferenceIDRef = item.Attributes["id"].Name;
PartyReference ob = PartyReference();
IDManager.SetID(sellerPartyReferenceIDRef, ob);
}
else if (item.Attributes.ToString() == "href")
{
sellerPartyReferenceIDRef = item.Attributes["href"].Name;
}
else
{
sellerPartyReference = new PartyReference(item);
}
}
}
XmlNodeList sellerAccountReferenceNodeList = xmlNode.SelectNodes("sellerAccountReference");
if (sellerAccountReferenceNodeList.Count > 1 )
{
throw new Exception();
}
foreach (XmlNode item in sellerAccountReferenceNodeList)
{
if (item.Attributes["href"] != null || item.Attributes["id"] == null)
{
if (item.Attributes["id"] != null)
{
sellerAccountReferenceIDRef = item.Attributes["id"].Name;
AccountReference ob = AccountReference();
IDManager.SetID(sellerAccountReferenceIDRef, ob);
}
else if (item.Attributes.ToString() == "href")
{
sellerAccountReferenceIDRef = item.Attributes["href"].Name;
}
else
{
sellerAccountReference = new AccountReference(item);
}
}
}
XmlNodeList optionTypeNodeList = xmlNode.SelectNodes("optionType");
if (optionTypeNodeList.Count > 1 )
{
throw new Exception();
}
foreach (XmlNode item in optionTypeNodeList)
{
if (item.Attributes["href"] != null || item.Attributes["id"] == null)
{
if (item.Attributes["id"] != null)
{
optionTypeIDRef = item.Attributes["id"].Name;
PutCallEnum ob = PutCallEnum();
IDManager.SetID(optionTypeIDRef, ob);
}
else if (item.Attributes.ToString() == "href")
{
optionTypeIDRef = item.Attributes["href"].Name;
}
else
{
optionType = new PutCallEnum(item);
}
}
}
XmlNodeList commodityNodeList = xmlNode.SelectNodes("commodity");
if (commodityNodeList.Count > 1 )
{
throw new Exception();
}
foreach (XmlNode item in commodityNodeList)
{
if (item.Attributes["href"] != null || item.Attributes["id"] == null)
{
if (item.Attributes["id"] != null)
{
commodityIDRef = item.Attributes["id"].Name;
Commodity ob = Commodity();
IDManager.SetID(commodityIDRef, ob);
}
else if (item.Attributes.ToString() == "href")
{
commodityIDRef = item.Attributes["href"].Name;
}
else
{
commodity = new Commodity(item);
}
}
}
XmlNodeList effectiveDateNodeList = xmlNode.SelectNodes("effectiveDate");
if (effectiveDateNodeList.Count > 1 )
{
throw new Exception();
}
foreach (XmlNode item in effectiveDateNodeList)
{
if (item.Attributes["href"] != null || item.Attributes["id"] == null)
{
if (item.Attributes["id"] != null)
{
effectiveDateIDRef = item.Attributes["id"].Name;
AdjustableOrRelativeDate ob = AdjustableOrRelativeDate();
IDManager.SetID(effectiveDateIDRef, ob);
}
else if (item.Attributes.ToString() == "href")
{
effectiveDateIDRef = item.Attributes["href"].Name;
}
else
{
effectiveDate = new AdjustableOrRelativeDate(item);
}
}
}
XmlNodeList terminationDateNodeList = xmlNode.SelectNodes("terminationDate");
if (terminationDateNodeList.Count > 1 )
{
throw new Exception();
}
foreach (XmlNode item in terminationDateNodeList)
{
if (item.Attributes["href"] != null || item.Attributes["id"] == null)
{
if (item.Attributes["id"] != null)
{
terminationDateIDRef = item.Attributes["id"].Name;
AdjustableOrRelativeDate ob = AdjustableOrRelativeDate();
IDManager.SetID(terminationDateIDRef, ob);
}
else if (item.Attributes.ToString() == "href")
{
terminationDateIDRef = item.Attributes["href"].Name;
}
else
{
terminationDate = new AdjustableOrRelativeDate(item);
}
}
}
XmlNodeList calculationPeriodsScheduleNodeList = xmlNode.SelectNodes("calculationPeriodsSchedule");
if (calculationPeriodsScheduleNodeList.Count > 1 )
{
throw new Exception();
}
foreach (XmlNode item in calculationPeriodsScheduleNodeList)
{
if (item.Attributes["href"] != null || item.Attributes["id"] == null)
{
if (item.Attributes["id"] != null)
{
calculationPeriodsScheduleIDRef = item.Attributes["id"].Name;
CommodityCalculationPeriodsSchedule ob = CommodityCalculationPeriodsSchedule();
IDManager.SetID(calculationPeriodsScheduleIDRef, ob);
}
else if (item.Attributes.ToString() == "href")
{
calculationPeriodsScheduleIDRef = item.Attributes["href"].Name;
}
else
{
calculationPeriodsSchedule = new CommodityCalculationPeriodsSchedule(item);
}
}
}
XmlNodeList calculationPeriodsNodeList = xmlNode.SelectNodes("calculationPeriods");
if (calculationPeriodsNodeList.Count > 1 )
{
throw new Exception();
}
foreach (XmlNode item in calculationPeriodsNodeList)
{
if (item.Attributes["href"] != null || item.Attributes["id"] == null)
{
if (item.Attributes["id"] != null)
{
calculationPeriodsIDRef = item.Attributes["id"].Name;
AdjustableDates ob = AdjustableDates();
IDManager.SetID(calculationPeriodsIDRef, ob);
}
else if (item.Attributes.ToString() == "href")
{
calculationPeriodsIDRef = item.Attributes["href"].Name;
}
else
{
calculationPeriods = new AdjustableDates(item);
}
}
}
XmlNodeList pricingDatesNodeList = xmlNode.SelectNodes("pricingDates");
if (pricingDatesNodeList.Count > 1 )
{
throw new Exception();
}
foreach (XmlNode item in pricingDatesNodeList)
{
if (item.Attributes["href"] != null || item.Attributes["id"] == null)
{
if (item.Attributes["id"] != null)
{
pricingDatesIDRef = item.Attributes["id"].Name;
CommodityPricingDates ob = CommodityPricingDates();
IDManager.SetID(pricingDatesIDRef, ob);
}
else if (item.Attributes.ToString() == "href")
{
pricingDatesIDRef = item.Attributes["href"].Name;
}
else
{
pricingDates = new CommodityPricingDates(item);
}
}
}
XmlNodeList averagingMethodNodeList = xmlNode.SelectNodes("averagingMethod");
if (averagingMethodNodeList.Count > 1 )
{
throw new Exception();
}
foreach (XmlNode item in averagingMethodNodeList)
{
if (item.Attributes["href"] != null || item.Attributes["id"] == null)
{
if (item.Attributes["id"] != null)
{
averagingMethodIDRef = item.Attributes["id"].Name;
AveragingMethodEnum ob = AveragingMethodEnum();
IDManager.SetID(averagingMethodIDRef, ob);
}
else if (item.Attributes.ToString() == "href")
{
averagingMethodIDRef = item.Attributes["href"].Name;
}
else
{
averagingMethod = new AveragingMethodEnum(item);
}
}
}
XmlNodeList notionalQuantityScheduleNodeList = xmlNode.SelectNodes("notionalQuantitySchedule");
if (notionalQuantityScheduleNodeList.Count > 1 )
{
throw new Exception();
}
foreach (XmlNode item in notionalQuantityScheduleNodeList)
{
if (item.Attributes["href"] != null || item.Attributes["id"] == null)
{
if (item.Attributes["id"] != null)
{
notionalQuantityScheduleIDRef = item.Attributes["id"].Name;
CommodityNotionalQuantitySchedule ob = CommodityNotionalQuantitySchedule();
IDManager.SetID(notionalQuantityScheduleIDRef, ob);
}
else if (item.Attributes.ToString() == "href")
{
notionalQuantityScheduleIDRef = item.Attributes["href"].Name;
}
else
{
notionalQuantitySchedule = new CommodityNotionalQuantitySchedule(item);
}
}
}
XmlNodeList notionalQuantityNodeList = xmlNode.SelectNodes("notionalQuantity");
if (notionalQuantityNodeList.Count > 1 )
{
throw new Exception();
}
foreach (XmlNode item in notionalQuantityNodeList)
{
if (item.Attributes["href"] != null || item.Attributes["id"] == null)
{
if (item.Attributes["id"] != null)
{
notionalQuantityIDRef = item.Attributes["id"].Name;
CommodityNotionalQuantity ob = CommodityNotionalQuantity();
IDManager.SetID(notionalQuantityIDRef, ob);
}
else if (item.Attributes.ToString() == "href")
{
notionalQuantityIDRef = item.Attributes["href"].Name;
}
else
{
notionalQuantity = new CommodityNotionalQuantity(item);
}
}
}
XmlNodeList settlementPeriodsNotionalQuantityNodeList = xmlNode.SelectNodes("settlementPeriodsNotionalQuantity");
foreach (XmlNode item in settlementPeriodsNotionalQuantityNodeList)
{
if (item.Attributes["href"] != null || item.Attributes["id"] == null)
{
if (item.Attributes["id"] != null)
{
settlementPeriodsNotionalQuantityIDRef = item.Attributes["id"].Name;
List<CommoditySettlementPeriodsNotionalQuantity> ob = new List<CommoditySettlementPeriodsNotionalQuantity>();
ob.Add(new CommoditySettlementPeriodsNotionalQuantity(item));
IDManager.SetID(settlementPeriodsNotionalQuantityIDRef, ob);
}
else if (item.Attributes.ToString() == "href")
{
settlementPeriodsNotionalQuantityIDRef = item.Attributes["href"].Name;
}
else
{
settlementPeriodsNotionalQuantity.Add(new CommoditySettlementPeriodsNotionalQuantity(item));
}
}
}
XmlNodeList totalNotionalQuantityNodeList = xmlNode.SelectNodes("totalNotionalQuantity");
if (totalNotionalQuantityNodeList.Count > 1 )
{
throw new Exception();
}
foreach (XmlNode item in totalNotionalQuantityNodeList)
{
if (item.Attributes["href"] != null || item.Attributes["id"] == null)
{
if (item.Attributes["id"] != null)
{
totalNotionalQuantityIDRef = item.Attributes["id"].Name;
XsdTypeDecimal ob = XsdTypeDecimal();
IDManager.SetID(totalNotionalQuantityIDRef, ob);
}
else if (item.Attributes.ToString() == "href")
{
totalNotionalQuantityIDRef = item.Attributes["href"].Name;
}
else
{
totalNotionalQuantity = new XsdTypeDecimal(item);
}
}
}
XmlNodeList quantityReferenceNodeList = xmlNode.SelectNodes("quantityReference");
if (quantityReferenceNodeList.Count > 1 )
{
throw new Exception();
}
foreach (XmlNode item in quantityReferenceNodeList)
{
if (item.Attributes["href"] != null || item.Attributes["id"] == null)
{
if (item.Attributes["id"] != null)
{
quantityReferenceIDRef = item.Attributes["id"].Name;
QuantityReference ob = QuantityReference();
IDManager.SetID(quantityReferenceIDRef, ob);
}
else if (item.Attributes.ToString() == "href")
{
quantityReferenceIDRef = item.Attributes["href"].Name;
}
else
{
quantityReference = new QuantityReference(item);
}
}
}
XmlNodeList exerciseNodeList = xmlNode.SelectNodes("exercise");
if (exerciseNodeList.Count > 1 )
{
throw new Exception();
}
foreach (XmlNode item in exerciseNodeList)
{
if (item.Attributes["href"] != null || item.Attributes["id"] == null)
{
if (item.Attributes["id"] != null)
{
exerciseIDRef = item.Attributes["id"].Name;
CommodityExercise ob = CommodityExercise();
IDManager.SetID(exerciseIDRef, ob);
}
else if (item.Attributes.ToString() == "href")
{
exerciseIDRef = item.Attributes["href"].Name;
}
else
{
exercise = new CommodityExercise(item);
}
}
}
XmlNodeList strikePricePerUnitNodeList = xmlNode.SelectNodes("strikePricePerUnit");
if (strikePricePerUnitNodeList.Count > 1 )
{
throw new Exception();
}
foreach (XmlNode item in strikePricePerUnitNodeList)
{
if (item.Attributes["href"] != null || item.Attributes["id"] == null)
{
if (item.Attributes["id"] != null)
{
strikePricePerUnitIDRef = item.Attributes["id"].Name;
NonNegativeMoney ob = NonNegativeMoney();
IDManager.SetID(strikePricePerUnitIDRef, ob);
}
else if (item.Attributes.ToString() == "href")
{
strikePricePerUnitIDRef = item.Attributes["href"].Name;
}
else
{
strikePricePerUnit = new NonNegativeMoney(item);
}
}
}
XmlNodeList strikePricePerUnitScheduleNodeList = xmlNode.SelectNodes("strikePricePerUnitSchedule");
if (strikePricePerUnitScheduleNodeList.Count > 1 )
{
throw new Exception();
}
foreach (XmlNode item in strikePricePerUnitScheduleNodeList)
{
if (item.Attributes["href"] != null || item.Attributes["id"] == null)
{
if (item.Attributes["id"] != null)
{
strikePricePerUnitScheduleIDRef = item.Attributes["id"].Name;
CommodityStrikeSchedule ob = CommodityStrikeSchedule();
IDManager.SetID(strikePricePerUnitScheduleIDRef, ob);
}
else if (item.Attributes.ToString() == "href")
{
strikePricePerUnitScheduleIDRef = item.Attributes["href"].Name;
}
else
{
strikePricePerUnitSchedule = new CommodityStrikeSchedule(item);
}
}
}
XmlNodeList floatingStrikePricePerUnitNodeList = xmlNode.SelectNodes("floatingStrikePricePerUnit");
if (floatingStrikePricePerUnitNodeList.Count > 1 )
{
throw new Exception();
}
foreach (XmlNode item in floatingStrikePricePerUnitNodeList)
{
if (item.Attributes["href"] != null || item.Attributes["id"] == null)
{
if (item.Attributes["id"] != null)
{
floatingStrikePricePerUnitIDRef = item.Attributes["id"].Name;
FloatingStrikePrice ob = FloatingStrikePrice();
IDManager.SetID(floatingStrikePricePerUnitIDRef, ob);
}
else if (item.Attributes.ToString() == "href")
{
floatingStrikePricePerUnitIDRef = item.Attributes["href"].Name;
}
else
{
floatingStrikePricePerUnit = new FloatingStrikePrice(item);
}
}
}
XmlNodeList floatingStrikePricePerUnitScheduleNodeList = xmlNode.SelectNodes("floatingStrikePricePerUnitSchedule");
if (floatingStrikePricePerUnitScheduleNodeList.Count > 1 )
{
throw new Exception();
}
foreach (XmlNode item in floatingStrikePricePerUnitScheduleNodeList)
{
if (item.Attributes["href"] != null || item.Attributes["id"] == null)
{
if (item.Attributes["id"] != null)
{
floatingStrikePricePerUnitScheduleIDRef = item.Attributes["id"].Name;
CommodityCalculationPeriodsSchedule ob = CommodityCalculationPeriodsSchedule();
IDManager.SetID(floatingStrikePricePerUnitScheduleIDRef, ob);
}
else if (item.Attributes.ToString() == "href")
{
floatingStrikePricePerUnitScheduleIDRef = item.Attributes["href"].Name;
}
else
{
floatingStrikePricePerUnitSchedule = new CommodityCalculationPeriodsSchedule(item);
}
}
}
XmlNodeList commoditySwapNodeList = xmlNode.SelectNodes("commoditySwap");
if (commoditySwapNodeList.Count > 1 )
{
throw new Exception();
}
foreach (XmlNode item in commoditySwapNodeList)
{
if (item.Attributes["href"] != null || item.Attributes["id"] == null)
{
if (item.Attributes["id"] != null)
{
commoditySwapIDRef = item.Attributes["id"].Name;
CommoditySwap ob = CommoditySwap();
IDManager.SetID(commoditySwapIDRef, ob);
}
else if (item.Attributes.ToString() == "href")
{
commoditySwapIDRef = item.Attributes["href"].Name;
}
else
{
commoditySwap = new CommoditySwap(item);
}
}
}
XmlNodeList commodityForwardNodeList = xmlNode.SelectNodes("commodityForward");
if (commodityForwardNodeList.Count > 1 )
{
throw new Exception();
}
foreach (XmlNode item in commodityForwardNodeList)
{
if (item.Attributes["href"] != null || item.Attributes["id"] == null)
{
if (item.Attributes["id"] != null)
{
commodityForwardIDRef = item.Attributes["id"].Name;
CommodityForward ob = CommodityForward();
IDManager.SetID(commodityForwardIDRef, ob);
}
else if (item.Attributes.ToString() == "href")
{
commodityForwardIDRef = item.Attributes["href"].Name;
}
else
{
commodityForward = new CommodityForward(item);
}
}
}
XmlNodeList physicalExerciseNodeList = xmlNode.SelectNodes("physicalExercise");
if (physicalExerciseNodeList.Count > 1 )
{
throw new Exception();
}
foreach (XmlNode item in physicalExerciseNodeList)
{
if (item.Attributes["href"] != null || item.Attributes["id"] == null)
{
if (item.Attributes["id"] != null)
{
physicalExerciseIDRef = item.Attributes["id"].Name;
CommodityPhysicalExercise ob = CommodityPhysicalExercise();
IDManager.SetID(physicalExerciseIDRef, ob);
}
else if (item.Attributes.ToString() == "href")
{
physicalExerciseIDRef = item.Attributes["href"].Name;
}
else
{
physicalExercise = new CommodityPhysicalExercise(item);
}
}
}
XmlNodeList weatherCalculationPeriodsNodeList = xmlNode.SelectNodes("weatherCalculationPeriods");
if (weatherCalculationPeriodsNodeList.Count > 1 )
{
throw new Exception();
}
foreach (XmlNode item in weatherCalculationPeriodsNodeList)
{
if (item.Attributes["href"] != null || item.Attributes["id"] == null)
{
if (item.Attributes["id"] != null)
{
weatherCalculationPeriodsIDRef = item.Attributes["id"].Name;
WeatherCalculationPeriods ob = WeatherCalculationPeriods();
IDManager.SetID(weatherCalculationPeriodsIDRef, ob);
}
else if (item.Attributes.ToString() == "href")
{
weatherCalculationPeriodsIDRef = item.Attributes["href"].Name;
}
else
{
weatherCalculationPeriods = new WeatherCalculationPeriods(item);
}
}
}
XmlNodeList weatherCalculationPeriodsReferenceNodeList = xmlNode.SelectNodes("weatherCalculationPeriodsReference");
if (weatherCalculationPeriodsReferenceNodeList.Count > 1 )
{
throw new Exception();
}
foreach (XmlNode item in weatherCalculationPeriodsReferenceNodeList)
{
if (item.Attributes["href"] != null || item.Attributes["id"] == null)
{
if (item.Attributes["id"] != null)
{
weatherCalculationPeriodsReferenceIDRef = item.Attributes["id"].Name;
CalculationPeriodsReference ob = CalculationPeriodsReference();
IDManager.SetID(weatherCalculationPeriodsReferenceIDRef, ob);
}
else if (item.Attributes.ToString() == "href")
{
weatherCalculationPeriodsReferenceIDRef = item.Attributes["href"].Name;
}
else
{
weatherCalculationPeriodsReference = new CalculationPeriodsReference(item);
}
}
}
XmlNodeList weatherNotionalAmountNodeList = xmlNode.SelectNodes("weatherNotionalAmount");
if (weatherNotionalAmountNodeList.Count > 1 )
{
throw new Exception();
}
foreach (XmlNode item in weatherNotionalAmountNodeList)
{
if (item.Attributes["href"] != null || item.Attributes["id"] == null)
{
if (item.Attributes["id"] != null)
{
weatherNotionalAmountIDRef = item.Attributes["id"].Name;
NonNegativeMoney ob = NonNegativeMoney();
IDManager.SetID(weatherNotionalAmountIDRef, ob);
}
else if (item.Attributes.ToString() == "href")
{
weatherNotionalAmountIDRef = item.Attributes["href"].Name;
}
else
{
weatherNotionalAmount = new NonNegativeMoney(item);
}
}
}
XmlNodeList weatherIndexStrikeLevelNodeList = xmlNode.SelectNodes("weatherIndexStrikeLevel");
if (weatherIndexStrikeLevelNodeList.Count > 1 )
{
throw new Exception();
}
foreach (XmlNode item in weatherIndexStrikeLevelNodeList)
{
if (item.Attributes["href"] != null || item.Attributes["id"] == null)
{
if (item.Attributes["id"] != null)
{
weatherIndexStrikeLevelIDRef = item.Attributes["id"].Name;
WeatherIndex ob = WeatherIndex();
IDManager.SetID(weatherIndexStrikeLevelIDRef, ob);
}
else if (item.Attributes.ToString() == "href")
{
weatherIndexStrikeLevelIDRef = item.Attributes["href"].Name;
}
else
{
weatherIndexStrikeLevel = new WeatherIndex(item);
}
}
}
XmlNodeList calculationNodeList = xmlNode.SelectNodes("calculation");
if (calculationNodeList.Count > 1 )
{
throw new Exception();
}
foreach (XmlNode item in calculationNodeList)
{
if (item.Attributes["href"] != null || item.Attributes["id"] == null)
{
if (item.Attributes["id"] != null)
{
calculationIDRef = item.Attributes["id"].Name;
WeatherLegCalculation ob = WeatherLegCalculation();
IDManager.SetID(calculationIDRef, ob);
}
else if (item.Attributes.ToString() == "href")
{
calculationIDRef = item.Attributes["href"].Name;
}
else
{
calculation = new WeatherLegCalculation(item);
}
}
}
XmlNodeList weatherIndexDataNodeList = xmlNode.SelectNodes("weatherIndexData");
if (weatherIndexDataNodeList.Count > 1 )
{
throw new Exception();
}
foreach (XmlNode item in weatherIndexDataNodeList)
{
if (item.Attributes["href"] != null || item.Attributes["id"] == null)
{
if (item.Attributes["id"] != null)
{
weatherIndexDataIDRef = item.Attributes["id"].Name;
WeatherIndexData ob = WeatherIndexData();
IDManager.SetID(weatherIndexDataIDRef, ob);
}
else if (item.Attributes.ToString() == "href")
{
weatherIndexDataIDRef = item.Attributes["href"].Name;
}
else
{
weatherIndexData = new WeatherIndexData(item);
}
}
}
XmlNodeList premiumNodeList = xmlNode.SelectNodes("premium");
foreach (XmlNode item in premiumNodeList)
{
if (item.Attributes["href"] != null || item.Attributes["id"] == null)
{
if (item.Attributes["id"] != null)
{
premiumIDRef = item.Attributes["id"].Name;
List<CommodityPremium> ob = new List<CommodityPremium>();
ob.Add(new CommodityPremium(item));
IDManager.SetID(premiumIDRef, ob);
}
else if (item.Attributes.ToString() == "href")
{
premiumIDRef = item.Attributes["href"].Name;
}
else
{
premium.Add(new CommodityPremium(item));
}
}
}
XmlNodeList commonPricingNodeList = xmlNode.SelectNodes("commonPricing");
if (commonPricingNodeList.Count > 1 )
{
throw new Exception();
}
foreach (XmlNode item in commonPricingNodeList)
{
if (item.Attributes["href"] != null || item.Attributes["id"] == null)
{
if (item.Attributes["id"] != null)
{
commonPricingIDRef = item.Attributes["id"].Name;
XsdTypeBoolean ob = XsdTypeBoolean();
IDManager.SetID(commonPricingIDRef, ob);
}
else if (item.Attributes.ToString() == "href")
{
commonPricingIDRef = item.Attributes["href"].Name;
}
else
{
commonPricing = new XsdTypeBoolean(item);
}
}
}
XmlNodeList marketDisruptionNodeList = xmlNode.SelectNodes("marketDisruption");
if (marketDisruptionNodeList.Count > 1 )
{
throw new Exception();
}
foreach (XmlNode item in marketDisruptionNodeList)
{
if (item.Attributes["href"] != null || item.Attributes["id"] == null)
{
if (item.Attributes["id"] != null)
{
marketDisruptionIDRef = item.Attributes["id"].Name;
CommodityMarketDisruption ob = CommodityMarketDisruption();
IDManager.SetID(marketDisruptionIDRef, ob);
}
else if (item.Attributes.ToString() == "href")
{
marketDisruptionIDRef = item.Attributes["href"].Name;
}
else
{
marketDisruption = new CommodityMarketDisruption(item);
}
}
}
XmlNodeList settlementDisruptionNodeList = xmlNode.SelectNodes("settlementDisruption");
if (settlementDisruptionNodeList.Count > 1 )
{
throw new Exception();
}
foreach (XmlNode item in settlementDisruptionNodeList)
{
if (item.Attributes["href"] != null || item.Attributes["id"] == null)
{
if (item.Attributes["id"] != null)
{
settlementDisruptionIDRef = item.Attributes["id"].Name;
CommodityBullionSettlementDisruptionEnum ob = CommodityBullionSettlementDisruptionEnum();
IDManager.SetID(settlementDisruptionIDRef, ob);
}
else if (item.Attributes.ToString() == "href")
{
settlementDisruptionIDRef = item.Attributes["href"].Name;
}
else
{
settlementDisruption = new CommodityBullionSettlementDisruptionEnum(item);
}
}
}
XmlNodeList roundingNodeList = xmlNode.SelectNodes("rounding");
if (roundingNodeList.Count > 1 )
{
throw new Exception();
}
foreach (XmlNode item in roundingNodeList)
{
if (item.Attributes["href"] != null || item.Attributes["id"] == null)
{
if (item.Attributes["id"] != null)
{
roundingIDRef = item.Attributes["id"].Name;
Rounding ob = Rounding();
IDManager.SetID(roundingIDRef, ob);
}
else if (item.Attributes.ToString() == "href")
{
roundingIDRef = item.Attributes["href"].Name;
}
else
{
rounding = new Rounding(item);
}
}
}
}
public FloatingRateCalculation(XmlNode xmlNode)
: base(xmlNode)
{
XmlNodeList initialRateNodeList = xmlNode.SelectNodes("initialRate");
if (initialRateNodeList.Count > 1 )
{
throw new Exception();
}
foreach (XmlNode item in initialRateNodeList)
{
if (item.Attributes["href"] != null || item.Attributes["id"] == null)
{
if (item.Attributes["id"] != null)
{
initialRateIDRef = item.Attributes["id"].Name;
XsdTypeDecimal ob = XsdTypeDecimal();
IDManager.SetID(initialRateIDRef, ob);
}
else if (item.Attributes.ToString() == "href")
{
initialRateIDRef = item.Attributes["href"].Name;
}
else
{
initialRate = new XsdTypeDecimal(item);
}
}
}
XmlNodeList finalRateRoundingNodeList = xmlNode.SelectNodes("finalRateRounding");
if (finalRateRoundingNodeList.Count > 1 )
{
throw new Exception();
}
foreach (XmlNode item in finalRateRoundingNodeList)
{
if (item.Attributes["href"] != null || item.Attributes["id"] == null)
{
if (item.Attributes["id"] != null)
{
finalRateRoundingIDRef = item.Attributes["id"].Name;
Rounding ob = Rounding();
IDManager.SetID(finalRateRoundingIDRef, ob);
}
else if (item.Attributes.ToString() == "href")
{
finalRateRoundingIDRef = item.Attributes["href"].Name;
}
else
{
finalRateRounding = new Rounding(item);
}
}
}
XmlNodeList averagingMethodNodeList = xmlNode.SelectNodes("averagingMethod");
if (averagingMethodNodeList.Count > 1 )
{
throw new Exception();
}
foreach (XmlNode item in averagingMethodNodeList)
{
if (item.Attributes["href"] != null || item.Attributes["id"] == null)
{
if (item.Attributes["id"] != null)
{
averagingMethodIDRef = item.Attributes["id"].Name;
AveragingMethodEnum ob = AveragingMethodEnum();
IDManager.SetID(averagingMethodIDRef, ob);
}
else if (item.Attributes.ToString() == "href")
{
averagingMethodIDRef = item.Attributes["href"].Name;
}
else
{
averagingMethod = new AveragingMethodEnum(item);
}
}
}
XmlNodeList negativeInterestRateTreatmentNodeList = xmlNode.SelectNodes("negativeInterestRateTreatment");
if (negativeInterestRateTreatmentNodeList.Count > 1 )
{
throw new Exception();
}
foreach (XmlNode item in negativeInterestRateTreatmentNodeList)
{
if (item.Attributes["href"] != null || item.Attributes["id"] == null)
{
if (item.Attributes["id"] != null)
{
negativeInterestRateTreatmentIDRef = item.Attributes["id"].Name;
NegativeInterestRateTreatmentEnum ob = NegativeInterestRateTreatmentEnum();
IDManager.SetID(negativeInterestRateTreatmentIDRef, ob);
}
else if (item.Attributes.ToString() == "href")
{
negativeInterestRateTreatmentIDRef = item.Attributes["href"].Name;
}
else
{
negativeInterestRateTreatment = new NegativeInterestRateTreatmentEnum(item);
}
}
}
}
